0001752724-23-195220.txt : 20230828
0001752724-23-195220.hdr.sgml : 20230828
20230828141240
ACCESSION NUMBER: 0001752724-23-195220
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230828
DATE AS OF CHANGE: 20230828
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Nuveen Mortgage & Income Fund/MA/
CENTRAL INDEX KEY: 0001472215
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22329
FILM NUMBER: 231214179
BUSINESS ADDRESS:
STREET 1: 333 WEST WACKER DRIVE
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 312-917-8146
MAIL ADDRESS:
STREET 1: 333 WEST WACKER DRIVE
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: Nuveen Mortgage Opportunity Term Fund
DATE OF NAME CHANGE: 20090914
NPORT-P
1
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312-917-7700
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2023-06-30
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ABS-O
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VIVINT SOLAR FINANCING LLC
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USD
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ABS-O
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2048-04-30
Fixed
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N
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Countrywide Home Loans
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USD
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Long
ABS-CBDO
CORP
US
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2
2036-03-20
Variable
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N
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Fannie Mae - CAS
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USD
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ABS-CBDO
CORP
US
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2
2042-01-25
Variable
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N
N
N
N
N
N
Natixis Commercial Mortgage Se
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Natixis Commercial Mortgage Securities Trust 2019-MILE
63875FAJ5
1000000.00000000
PA
USD
870472.60000000
0.838847617025
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ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
7.97600000
N
N
N
N
N
N
Hudson Yards
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1000000.00000000
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USD
662020.80000000
0.637969041761
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ABS-MBS
CORP
US
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2
2041-12-10
Variable
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N
N
N
N
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Oportun Funding LLC
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Oportun Funding 2022-1 LLC
68377XAC3
500000.00000000
PA
USD
474659.65000000
0.457414875897
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ABS-O
CORP
US
Y
2
2029-06-15
Fixed
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N
N
N
N
N
EWC Master Issuer LLC
N/A
EWC Master Issuer LLC
26929HAB1
920700.00000000
PA
USD
848230.78000000
0.817413860575
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ABS-O
CORP
US
Y
2
2052-03-15
Fixed
5.50000000
N
N
N
N
N
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AIR CANADA 2020-2A PTT
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Air Canada 2020-2 Class A Pass Through Trust
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PA
USD
830559.07000000
0.800384178282
Long
ABS-O
CORP
CA
Y
2
2029-04-01
Fixed
5.25000000
N
Y
N
N
N
N
GS Mortgage Securities Trust
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GS Mortgage Securities Corp Trust 2021-ARDN
36266CAJ5
1000000.00000000
PA
USD
952228.75000000
0.917633499091
Long
ABS-MBS
USGSE
US
Y
2
2036-11-15
Variable
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N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2021-B
68377GAD8
1000000.00000000
PA
USD
888139.00000000
0.855872182234
Long
ABS-O
CORP
US
Y
2
2031-05-08
Fixed
5.41000000
N
N
N
N
N
N
RESIDENTIAL RE 2022 LTD
N/A
Residential Reinsurance 2022 Ltd
76119YAG8
500000.00000000
PA
USD
497400.00000000
0.479329050344
Long
DBT
CORP
KY
Y
2
2026-12-06
Variable
12.27282500
N
N
N
N
N
N
BRITISH AIR 20-1 B PTT
N/A
British Airways 2020-1 Class B Pass Through Trust
11042WAA4
432758.47000000
PA
USD
435825.69000000
0.419991785491
Long
ABS-O
CORP
US
Y
2
2028-11-15
Fixed
8.37500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-6
46650JAV6
867483.91000000
PA
USD
722080.68000000
0.695846897097
Long
ABS-CBDO
CORP
US
Y
2
2048-12-25
Variable
3.89243400
N
N
N
N
N
N
ALEN 2021-ACEN Mortgage Trust
N/A
Alen 2021-ACEN Mortgage Trust
01449NAJ5
500000.00000000
PA
USD
304070.55000000
0.293023417710
Long
ABS-MBS
CORP
US
Y
2
2034-04-15
Variable
9.19300000
N
N
N
N
N
N
Goldentree Loan Opportunities
549300IOBSI2NBFBJX90
Goldentree Loan Opportunities IX Ltd
38123GAG1
500000.00000000
PA
USD
473081.50000000
0.455894061380
Long
ABS-O
CORP
KY
Y
2
2029-10-29
Variable
10.95914000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES
46651CAN8
441000.00000000
PA
USD
409208.91000000
0.394342014922
Long
ABS-MBS
CORP
US
Y
2
2032-05-05
Variable
4.60050300
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAQ1
700000.00000000
PA
USD
458365.74000000
0.441712937001
Long
ABS-MBS
CORP
US
Y
2
2031-07-15
Variable
7.54300000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK6
060352AL5
1000000.00000000
PA
USD
817220.90000000
0.787530594930
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Variable
3.85100000
N
N
N
N
N
N
MSCG Trust
N/A
MSCG Trust 2015-ALDR
55352NAN7
250000.00000000
PA
USD
208118.45000000
0.200557336143
Long
ABS-MBS
CORP
US
Y
2
2035-06-07
Variable
3.57714200
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C29
46644RBE4
760000.00000000
PA
USD
693697.83000000
0.668495219299
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.11800000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R07
20754MAF4
960000.00000000
PA
USD
1049642.11000000
1.011507751884
Long
ABS-CBDO
CORP
US
Y
2
2042-06-25
Variable
11.86655000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust 2015-NXS1
94989HBM1
1300000.00000000
PA
USD
1073092.15000000
1.034105832712
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.28642400
N
Y
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVI Ltd
55819PBC2
500000.00000000
PA
USD
472571.50000000
0.455402590097
Long
ABS-O
CORP
KY
Y
2
2035-04-15
Variable
5.76437000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN
46652BBL2
366000.00000000
PA
USD
301521.23000000
0.290566716595
Long
ABS-MBS
CORP
US
Y
2
2037-01-16
Fixed
3.97200000
N
N
N
N
N
N
Gracie Point International Fun
N/A
GRACIE POINT INTERNATIONAL FUNDING 2021-1
38411EAC6
375000.00000000
PA
USD
375001.35000000
0.361377243613
Long
ABS-O
CORP
US
Y
2
2023-11-01
Variable
7.57043000
N
N
N
N
N
N
PureWest Funding LLC
549300CU0IQI7FATI376
Purewest Funding LLC
746245AA7
1032277.05000000
PA
USD
974229.74000000
0.938835175093
Long
ABS-O
CORP
US
Y
2
2036-12-22
Fixed
4.09100000
N
N
N
N
N
N
HIN Timeshare Trust 2020-A
N/A
HIN Timeshare Trust 2020-A
40439HAE9
200729.72000000
PA
USD
184679.77000000
0.177970202597
Long
ABS-O
CORP
US
Y
2
2039-10-09
Fixed
6.50000000
N
N
N
N
N
N
SESAC Finance, LLC
N/A
Sesac Finance LLC
78396YAA1
572687.50000000
PA
USD
537522.77000000
0.517994127226
Long
ABS-O
CORP
US
Y
2
2049-07-25
Fixed
5.21600000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AD9
306509.46000000
PA
USD
292645.61000000
0.282013555144
Long
ABS-O
CORP
US
Y
2
2037-07-20
Fixed
6.59000000
N
N
N
N
N
N
HESTIA RE LTD
549300QRKQ1ZKOXEMZ38
Hestia Re Ltd
42815KAA0
250000.00000000
PA
USD
213675.00000000
0.205912012127
Long
DBT
CORP
BM
Y
2
2025-04-22
Variable
14.76761000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE25 Mortgage Trust
12593PBB7
1245000.00000000
PA
USD
947447.99000000
0.913026428020
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
3.76799000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-II Ltd
12547JAE3
385000.00000000
PA
USD
359342.83000000
0.346287610478
Long
ABS-O
CORP
KY
Y
2
2034-10-20
Variable
11.75043000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2017-2
33850RBA9
86653.12000000
PA
USD
76240.98000000
0.073471082711
Long
ABS-CBDO
CORP
US
Y
2
2047-10-25
Variable
4.01298900
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD3 Mortgage Trust
12515GAH0
1978000.00000000
PA
USD
1200922.33000000
1.157291837507
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Variable
4.69697900
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C27
46644ABL5
1000000.00000000
PA
USD
917929.40000000
0.884580272587
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
3.89810000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAH3
775000.00000000
PA
USD
682847.85000000
0.658039427965
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
4.52000000
N
N
N
N
N
N
VR Funding LLC
N/A
VR Funding LLC
91835CAC7
556125.00000000
PA
USD
507571.73000000
0.489131233056
Long
ABS-O
CORP
US
Y
2
2050-11-15
Fixed
6.42000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAL2
1000000.00000000
PA
USD
790810.90000000
0.762080091875
Long
ABS-MBS
CORP
US
Y
2
2031-07-15
Variable
6.89300000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-1
61946NAE8
841046.67000000
PA
USD
592853.80000000
0.571314935558
Long
ABS-O
CORP
US
Y
2
2046-04-20
Fixed
0.00000000
N
N
N
N
N
N
SERVPRO MASTER ISSUER, LLC
N/A
SERVPRO Master Issuer LLC
817743AA5
651375.00000000
PA
USD
593999.94000000
0.572419435353
Long
ABS-O
CORP
US
Y
2
2049-10-25
Fixed
3.88200000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2023-1 Ltd
69702TAG7
925000.00000000
PA
USD
933707.03000000
0.899784688358
Long
ABS-O
CORP
KY
Y
2
2036-01-20
Variable
10.02684000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2019-5
03464KAE8
1000000.00000000
PA
USD
867826.20000000
0.836297362906
Long
ABS-CBDO
CORP
US
Y
2
2049-10-25
Variable
3.95700000
N
N
N
N
N
N
AIR CANADA 2020-2B PTT
N/A
Air Canada 2020-2 Class B Pass Through Trust
00909UAA3
695967.17000000
PA
USD
703999.26000000
0.678422389905
Long
ABS-O
CORP
CA
Y
2
2025-10-01
Fixed
9.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XAJ5
1400000.00000000
PA
USD
1030106.00000000
0.992681404772
Long
ABS-MBS
CORP
US
Y
2
2048-03-10
Fixed
3.00000000
N
N
N
N
N
N
BONANZA RE LTD
5493003F0CXUQ2C83105
Bonanza RE Ltd
09785EAK7
750000.00000000
PA
USD
742575.00000000
0.715596641655
Long
DBT
CORP
BM
Y
2
2026-01-08
Variable
12.78664500
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2015-MS1
61765DAX6
226295.00000000
PA
USD
207749.92000000
0.200202195140
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.15808500
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
N/A
-17552000.00000000
PA
USD
-17552000.00000000
-16.9143214548
Short
RA
CORP
FR
N
N/A
Reverse repurchase
N
6.15774000
2023-07-13
1495000.00000000
USD
1426341.60000000
USD
ABS
28786000.00000000
USD
23089641.13000000
USD
ACMO
N
N
N
Apollo Aviation Securitization
N/A
AASET 2020-1 Trust
00255UAC9
1132775.35000000
PA
USD
147600.63000000
0.142238178142
Long
ABS-O
CORP
US
Y
3
2040-01-16
Fixed
6.41300000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R03
20753XAJ3
1000000.00000000
PA
USD
1092377.60000000
1.052690626508
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
14.82299000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-P2
14687TAJ6
2500.00000000
PA
USD
631250.00000000
0.608316170144
Long
ABS-O
CORP
US
Y
2
2028-05-10
Fixed
0.00000000
N
Y
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP5
46647TAZ1
2000000.00000000
PA
USD
1504320.00000000
1.449666821499
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
3.90466900
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISBDRXIMCHZ70
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KQY8
3000000.00000000
PA
USD
2887342.50000000
2.782442980585
Long
ABS-CBDO
CORP
US
Y
2
2042-01-25
Variable
8.46655000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2022-IV Ltd
12567WAJ8
750000.00000000
PA
USD
716316.75000000
0.690292375398
Long
ABS-O
CORP
KY
Y
2
2035-07-16
Variable
8.53632000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BAJ8
1000000.00000000
PA
USD
565834.90000000
0.545277654339
Long
ABS-MBS
CORP
US
Y
2
2052-10-17
Fixed
2.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES
46651CAL2
377000.00000000
PA
USD
352266.71000000
0.339468571717
Long
ABS-MBS
CORP
US
Y
2
2032-05-05
Variable
4.60050300
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2016-C1
46645LBF3
1189000.00000000
PA
USD
1058794.16000000
1.020327300407
Long
ABS-MBS
CORP
US
N
2
2049-03-17
Variable
4.85887700
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R08
20755DAF3
1500000.00000000
PA
USD
1581750.00000000
1.524283726139
Long
ABS-CBDO
USGSE
US
Y
2
2042-07-25
Variable
9.52768000
N
N
N
N
N
N
Magnetite CLO Ltd
549300WG00K34O9YA435
Magnetite XXIII Ltd
55954RAG5
1125000.00000000
PA
USD
1097029.13000000
1.057173162611
Long
ABS-O
CORP
KY
Y
2
2035-01-25
Variable
7.48400000
N
N
N
N
N
N
MATTERHORN RE LTD
549300QRZ77PO1BYWT39
Matterhorn Re Ltd
577092AP4
250000.00000000
PA
USD
237100.00000000
0.228485962679
Long
DBT
CORP
BM
Y
2
2025-03-24
Variable
5.88917600
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KB32
900000.00000000
PA
USD
928194.03000000
0.894471980166
Long
ABS-CBDO
USGSE
US
Y
2
2042-07-25
Variable
9.06655000
N
N
N
N
N
N
VREG Films Inc
N/A
VREG Films Inc
91835KAA3
1050000.00000000
PA
USD
1019161.50000000
0.982134527427
Long
ABS-O
CORP
US
N
2
2050-11-15
Fixed
10.55000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R03
20753XAF1
3000000.00000000
PA
USD
3227069.70000000
3.109827612978
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
6.34900000
N
N
N
N
N
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust 2013-C5
90270YAG4
428001.02000000
PA
USD
392560.95000000
0.378298888954
Long
ABS-MBS
CORP
US
Y
2
2046-03-10
Variable
3.64870000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae - CAS
20755AAD4
2800000.00000000
PA
USD
2892301.44000000
2.787221758231
Long
ABS-CBDO
CORP
US
Y
2
2043-01-25
Variable
10.61655000
N
N
N
N
N
N
Toronto Dominion Holdings USA Inc
549300YQDGZ24IX40M56
Toronto Dominion Holdings USA Inc
N/A
-770000.00000000
PA
USD
-770000.00000000
-0.74202526892
Short
RA
CORP
CA
N
N/A
Reverse repurchase
N
5.60000000
2023-12-31
10800000.00000000
USD
843935.32000000
USD
ACMO
N
N
N
CyrusOne Data Centers Issuer I
N/A
CyrusOne Data Centers Issuer I
23284BAC8
1131554.68000000
PA
USD
967177.01000000
0.932038676554
Long
ABS-O
CORP
US
Y
2
2048-04-20
Fixed
5.45000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MAM1
500000.00000000
PA
USD
462185.10000000
0.445393536522
Long
ABS-O
CORP
US
Y
2
2026-06-25
Fixed
4.85000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2021-B
00834DAD5
750000.00000000
PA
USD
683371.88000000
0.658544419526
Long
ABS-O
CORP
US
Y
2
2026-08-17
Fixed
2.54000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Comm 2014-UBS2 Mortgage Trust
12591UAL7
1000000.00000000
PA
USD
932191.50000000
0.898324218805
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Variable
4.94734000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REU4
550000.00000000
PA
USD
461395.28000000
0.444632411330
Long
ABS-O
CORP
US
Y
2
2028-02-20
Fixed
4.08000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISONLNOUKGB71
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KLV9
2000000.00000000
PA
USD
1997999.40000000
1.925410444290
Long
ABS-CBDO
CORP
US
Y
2
2041-10-25
Variable
12.56655000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS4
36251XAY3
2000000.00000000
PA
USD
1619703.40000000
1.560858248012
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
4.07806500
N
Y
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R07
20754MCB1
100000.00000000
PA
USD
105863.20000000
0.102017103181
Long
ABS-CBDO
CORP
US
Y
2
2042-06-25
Variable
9.71655000
N
N
N
N
N
N
SMR 2022-IND Mortgage Trust
N/A
SMR 2022-IND Mortgage Trust
78458MAG9
1579128.34000000
PA
USD
1484057.08000000
1.430140069989
Long
ABS-MBS
CORP
US
Y
2
2039-02-15
Variable
9.09699000
N
Y
N
N
N
N
BONANZA RE LTD
5493003F0CXUQ2C83105
Bonanza RE Ltd
09785EAL5
250000.00000000
PA
USD
221550.00000000
0.213500906923
Long
DBT
CORP
BM
Y
2
2024-01-08
Variable
4.55478800
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE15 Mortgage Trust
12591RAE0
700000.00000000
PA
USD
567420.42000000
0.546805571098
Long
ABS-MBS
CORP
US
Y
2
2047-02-10
Variable
4.81331300
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISONLNOUKGB71
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KLU1
2275000.00000000
PA
USD
2269779.56000000
2.187316608334
Long
ABS-CBDO
CORP
US
Y
2
2041-10-25
Variable
8.46655000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAC3
520952.26000000
PA
USD
489375.52000000
0.471596106279
Long
ABS-O
CORP
US
Y
2
2037-10-20
Fixed
4.21000000
N
N
N
N
N
N
TCW CLO 2021-2, Ltd.
N/A
TCW CLO 2021-2 Ltd
87301QAA3
1000000.00000000
PA
USD
901826.00000000
0.869061922307
Long
ABS-O
CORP
KY
Y
2
2034-07-25
Variable
6.98488000
N
N
N
N
N
N
Jack in the Box Funding, LLC
N/A
Jack in the Box Funding LLC
466365AB9
641240.00000000
PA
USD
591757.43000000
0.570258397579
Long
ABS-O
CORP
US
Y
2
2049-08-25
Fixed
4.47600000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2017-SLP
36255MAN7
1500000.00000000
PA
USD
1406825.70000000
1.355714569322
Long
ABS-MBS
CORP
US
Y
2
2032-10-10
Variable
4.74434400
N
N
N
N
N
N
Cantor Commercial Real Estate
N/A
CF 2020-P1 Mortgage Trust
12529WAN6
24482.65000000
PA
USD
23325.59000000
0.022478152198
Long
ABS-MBS
CORP
US
Y
2
2025-04-15
Variable
2.84000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R01
20754LAF6
2300000.00000000
PA
USD
2263461.28000000
2.181227876625
Long
ABS-CBDO
CORP
US
Y
2
2041-12-25
Variable
8.21655000
N
N
N
N
N
N
URSA RE II LTD
N/A
Ursa Re II Ltd
91734PAF3
500000.00000000
PA
USD
520400.00000000
0.501493441494
Long
DBT
CORP
BM
Y
2
2025-12-06
Variable
12.26760900
N
N
N
N
N
N
Cologix Data Centers Issuer LL
N/A
Cologix Data Centers US Issuer LLC
19521UAE3
250000.00000000
PA
USD
202624.45000000
0.195262937665
Long
ABS-O
CORP
US
Y
2
2051-12-26
Fixed
5.99000000
N
N
N
N
N
N
SPRUCE HILL MORTGAGE LOAN TRUS
N/A
Spruce Hill Mortgage Loan Trust 2020-SH1
85209FAE6
1500000.00000000
PA
USD
1295018.25000000
1.247969175615
Long
ABS-CBDO
CORP
US
Y
2
2050-01-28
Variable
3.82700000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE19 Mortgage Trust
12592GAG8
1794000.00000000
PA
USD
1536146.41000000
1.480336951940
Long
ABS-MBS
CORP
US
Y
2
2047-08-10
Variable
4.69728000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE24 Mortgage Trust
12593JBL9
1800000.00000000
PA
USD
1431865.98000000
1.379845115427
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
3.46300000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R06
20754NAK1
460000.00000000
PA
USD
474358.62000000
0.457124782563
Long
ABS-CBDO
CORP
US
Y
2
2042-05-25
Variable
8.91655000
N
N
N
N
N
N
Purchasing Power Funding
N/A
Purchasing Power Funding 2021-A LLC
74615JAD2
250000.00000000
PA
USD
235068.63000000
0.226528394016
Long
ABS-O
CORP
US
Y
2
2025-10-15
Fixed
4.37000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KSJ9
4900000.00000000
PA
USD
4888735.39000000
4.711123626603
Long
ABS-CBDO
CORP
US
Y
2
2042-02-25
Variable
9.81655000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2019-2
61945LAE3
1276917.87000000
PA
USD
512299.45000000
0.493687191114
Long
ABS-O
CORP
US
Y
2
2040-09-20
Fixed
0.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAU2
892000.00000000
PA
USD
499378.17000000
0.481235351806
Long
ABS-MBS
CORP
US
Y
2
2031-07-15
Variable
9.36766000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R03
20754AAJ2
625000.00000000
PA
USD
608514.63000000
0.586406794769
Long
ABS-CBDO
CORP
US
Y
2
2041-12-25
Variable
10.56655000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAC9
40180000.00000000
PA
USD
613994.60000000
0.591687672968
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Variable
0.25799900
N
N
N
N
N
N
DOLP Trust
N/A
DOLP Trust 2021-NYC
23345LAC3
33000000.00000000
PA
USD
1254267.30000000
1.208698741026
Long
ABS-MBS
CORP
US
Y
2
2041-05-10
Variable
0.66526200
N
N
N
N
N
N
HIN Timeshare Trust 2020-A
N/A
HIN Timeshare Trust 2020-A
40439HAD1
281021.61000000
PA
USD
258055.74000000
0.248680363470
Long
ABS-O
CORP
US
Y
2
2039-10-09
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R05
20754DAJ6
2900000.00000000
PA
USD
2977664.32000000
2.869483334840
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
12.06655000
N
N
N
N
N
N
BRITISH AIR 20-1 A PTT
N/A
British Airways 2020-1 Class A Pass Through Trust
11044MAA4
486665.79000000
PA
USD
443495.86000000
0.427383291928
Long
ABS-O
CORP
US
Y
2
2032-11-15
Fixed
4.25000000
N
Y
N
N
N
N
PUTNAM RE PTE LTD
N/A
Putnam RE PTE Ltd
74686TAA0
1562.50000000
PA
USD
0.16000000
0.000000154187
Long
ABS-O
CORP
SG
Y
3
2024-06-07
Fixed
10.82499200
Y
Y
N
N
N
N
MSCG Trust
N/A
MSCG Trust 2015-ALDR
55352NAL1
750000.00000000
PA
USD
646866.75000000
0.623365550817
Long
ABS-MBS
CORP
US
Y
2
2035-06-07
Variable
3.57714200
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAD1
241181.60000000
PA
USD
231024.14000000
0.222630843652
Long
ABS-O
CORP
US
Y
2
2037-10-20
Fixed
7.14000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2019-3 Receivables Funding LLC
82652NAD0
50301.95000000
PA
USD
47343.22000000
0.045623202016
Long
ABS-O
CORP
US
Y
2
2036-08-20
Fixed
4.18000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust 2019-MILE
63875FAN6
1050000.00000000
PA
USD
772008.09000000
0.743960403373
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
9.47600000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-2
61946PAD5
870131.72000000
PA
USD
753165.22000000
0.725802110283
Long
ABS-O
CORP
US
Y
2
2046-08-20
Fixed
5.42000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP6
48128KAA9
1500000.00000000
PA
USD
1111236.00000000
1.070863885380
Long
ABS-MBS
CORP
US
Y
2
2050-07-15
Variable
4.60468600
N
Y
N
N
N
N
Jonah Energy LLC
2549003KXV9PPFRCPA79
Jonah Energy Abs I LLC
47987EAC1
623384.87000000
PA
USD
610911.56000000
0.588716642338
Long
ABS-O
CORP
US
Y
2
2037-11-20
Fixed
7.20000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325VDB7
119304.86000000
PA
USD
9951.75000000
0.009590194766
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Variable
0.72671000
N
N
N
N
N
N
CFK Trust
N/A
CFK Trust 2019-FAX
12528XAJ4
672000.00000000
PA
USD
579723.72000000
0.558661882126
Long
ABS-MBS
CORP
US
Y
2
2039-01-15
Variable
4.79115900
N
N
N
N
N
N
RESIDENTIAL RE 2020 LTD
N/A
Residential Reinsurance 2020 Ltd
76120AAC6
400000.00000000
PA
USD
381360.00000000
0.367504878647
Long
ABS-O
CORP
KY
Y
2
2024-12-06
Variable
6.51000000
N
N
N
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP
006346AS9
842744.34000000
PA
USD
794026.39000000
0.765178760488
Long
ABS-O
CORP
US
Y
2
2048-11-15
Fixed
4.81000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2016-CD2 Mortgage Trust
12515ABJ8
1500000.00000000
PA
USD
1164871.20000000
1.122550474606
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
4.11155900
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KVE6
790000.00000000
PA
USD
814935.09000000
0.785327830281
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
9.41655000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2013-LC13 Mortgage Trust
12626GAT0
1500000.00000000
PA
USD
1405174.05000000
1.354122925120
Long
ABS-MBS
CORP
US
Y
2
2046-08-10
Variable
5.43561700
N
N
N
N
N
N
Sixth Street CLO LTD.
N/A
Sixth Street CLO XIX Ltd
83011MAA2
1000000.00000000
PA
USD
954057.00000000
0.919395327270
Long
ABS-O
CORP
KY
Y
2
2034-07-20
Variable
6.03542700
N
N
N
N
N
N
Capital Automotive LP
N/A
Cars Net Lease Mortgage Notes Series 2020-1
14576AAE2
2000000.00000000
PA
USD
1706659.40000000
1.644655065265
Long
ABS-O
CORP
US
Y
2
2050-12-15
Fixed
4.69000000
N
N
N
N
N
N
BONANZA RE LTD
5493003F0CXUQ2C83105
Bonanza RE Ltd
09785EAD3
500000.00000000
PA
USD
429650.00000000
0.414040463370
Long
ABS-O
CORP
BM
Y
2
2024-12-23
Variable
10.14804100
N
N
N
N
N
N
FARM 2021-1 Mortgage Trust
N/A
FARM 21-1 Mortgage Trust
30768WAC2
651431.84000000
PA
USD
452507.62000000
0.436067647302
Long
ABS-CBDO
CORP
US
Y
2
2051-07-25
Variable
3.23761500
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE15 Mortgage Trust
12591RBF6
925000.00000000
PA
USD
811262.28000000
0.781788456478
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
4.81331300
N
N
N
N
N
N
MX REMIT FUND FIDUC EST
54930007WQ6S3GFCM563
Mexico Remittances Funding Fiduciary Estate Management Sarl
593035AA6
1548500.00000000
PA
USD
1391714.38000000
1.341152255962
Long
ABS-O
CORP
LU
Y
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
PKHL Commercial Mortgage Trust
N/A
PKHL Commercial Mortgage Trust 2021-MF
69356GAL3
1000000.00000000
PA
USD
904604.00000000
0.871738995290
Long
ABS-MBS
CORP
US
Y
2
2038-07-15
Variable
7.19400000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE25 Mortgage Trust
12593PBA9
800000.00000000
PA
USD
719411.04000000
0.693274247306
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
4.66743200
N
N
N
N
N
N
Start Ltd.
N/A
Start II LTD
85573LAB7
462955.45000000
PA
USD
359146.95000000
0.346098846959
Long
ABS-O
CORP
BM
Y
2
2044-03-15
Fixed
5.09500000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2007-15AR
61756XAG0
184421.27000000
PA
USD
122133.28000000
0.117696077840
Long
ABS-CBDO
CORP
US
N
2
2037-11-25
Variable
3.10345100
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAS7
700000.00000000
PA
USD
430375.89000000
0.414739981191
Long
ABS-MBS
CORP
US
Y
2
2031-07-15
Variable
8.24300000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C22
46642NBK1
2000000.00000000
PA
USD
1641431.20000000
1.581796659230
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.69829700
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Discount Notes
313312HR4
3189000.00000000
PA
USD
3188149.60000000
3.072321512109
Long
STIV
USGSE
US
N
2
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19
61764PBZ4
1098000.00000000
PA
USD
992519.64000000
0.956460588036
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
4.00000000
N
N
N
N
N
N
Hardee's Funding LLC and Carls
N/A
Hardee's Funding LLC
411707AH5
487500.00000000
PA
USD
414904.91000000
0.399831074574
Long
ABS-O
CORP
US
Y
2
2050-12-20
Fixed
3.98100000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KWA3
3750000.00000000
PA
USD
3854220.75000000
3.714193751335
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
8.64682000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B18 Mortgage Trust
08163ABR3
1500000.00000000
PA
USD
1293519.45000000
1.246524828247
Long
ABS-MBS
CORP
US
Y
2
2053-07-15
Fixed
4.13900000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO Ltd
69689RAA1
625000.00000000
PA
USD
578534.38000000
0.557515751823
Long
ABS-O
CORP
KY
Y
2
2035-04-20
Variable
11.39845000
N
N
N
N
N
N
MRCD Mortgage Trust
N/A
MRCD 2019-MARK Mortgage Trust
55348UAS7
1000000.00000000
PA
USD
860445.10000000
0.829184424319
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R01
20754LAJ8
2100000.00000000
PA
USD
2066011.50000000
1.990951608957
Long
ABS-CBDO
CORP
US
Y
2
2041-12-25
Variable
11.06655000
N
N
N
N
N
N
Mercury Financial Credit Card
N/A
Mercury Financial Credit Card Master Trust
58940BAR7
500000.00000000
PA
USD
499389.90000000
0.481246655646
Long
ABS-O
CORP
US
Y
2
2027-09-20
Fixed
8.04000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2020-C6
05492TBF6
1000000.00000000
PA
USD
740168.70000000
0.713277764506
Long
ABS-MBS
CORP
US
Y
2
2053-02-15
Variable
3.81129500
N
N
N
N
N
N
LUNAR AIRCRAFT 2020-1 LIMITED
N/A
LUNAR AIRCRAFT 2020-1 LTD
55037LAA2
339092.14000000
PA
USD
295074.59000000
0.284354288310
Long
ABS-O
CORP
US
Y
2
2045-02-15
Fixed
3.37600000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAJ5
3000000.00000000
PA
USD
2964287.10000000
2.856592120206
Long
ABS-CBDO
CORP
US
Y
2
2041-10-25
Variable
11.06655000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS3 Mortgage Trust
12591YAG0
1500000.00000000
PA
USD
1025933.10000000
0.988660109649
Long
ABS-MBS
CORP
US
Y
2
2047-06-10
Variable
4.76656000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAD9
407606.94000000
PA
USD
388185.73000000
0.374082624282
Long
ABS-O
CORP
US
Y
2
2028-03-08
Fixed
5.40000000
N
N
N
N
N
N
Focus Brands Funding LLC
N/A
FOCUS Brands Funding LLC
34417QAA6
477500.00000000
PA
USD
451171.61000000
0.434780175640
Long
ABS-O
CORP
US
Y
2
2048-10-30
Fixed
5.18400000
N
N
N
N
N
N
SD RE LTD
N/A
SD Re Ltd
78414BAD3
500000.00000000
PA
USD
483950.00000000
0.466367699867
Long
DBT
CORP
BM
Y
2
2024-11-19
Variable
14.52804100
N
N
N
N
N
N
Mercury Financial Credit Card
N/A
Mercury Financial Credit Card Master Trust
58940BAS5
500000.00000000
PA
USD
492227.80000000
0.474344760609
Long
ABS-O
CORP
US
Y
2
2027-09-20
Fixed
9.59000000
N
N
N
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP
006346AV2
1500000.00000000
PA
USD
1344293.70000000
1.295454408131
Long
ABS-O
CORP
US
Y
2
2048-11-15
Fixed
7.35600000
N
N
N
N
N
N
CITRUS RE LTD
549300VWWT5SE805NK88
Citrus Re Ltd
177510AK0
250000.00000000
PA
USD
240850.00000000
0.232099722105
Long
DBT
CORP
BM
Y
2
2025-06-07
Variable
5.10000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2016-CD1 Mortgage Trust
12514MBG9
845000.00000000
PA
USD
661928.47000000
0.637880066185
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
3.63100000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISBDRXIMCHZ70
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KQZ5
1000000.00000000
PA
USD
952189.00000000
0.917595193241
Long
ABS-CBDO
CORP
US
Y
2
2042-01-25
Variable
12.16655000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2021-C
68377WAD3
350000.00000000
PA
USD
301709.73000000
0.290748368235
Long
ABS-O
CORP
US
Y
2
2031-10-08
Fixed
5.57000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp Trust 2021-ARDN
36266CAL0
1400000.00000000
PA
USD
1326470.88000000
1.278279105789
Long
ABS-MBS
USGSE
US
Y
2
2036-11-15
Variable
8.54329100
N
N
N
N
N
N
Cayuga Park CLO, Ltd.
549300SVH2QJEV4A2G21
Cayuga Park CLO Ltd
149790AJ6
250000.00000000
PA
USD
220490.00000000
0.212479417592
Long
ABS-O
CORP
KY
Y
2
2034-07-17
Variable
1.00000000
N
N
N
N
N
N
VNO Mortgage Trust
N/A
VNDO Trust 2016-350P
91831UAG2
1500000.00000000
PA
USD
1188730.50000000
1.145542946683
Long
ABS-MBS
CORP
US
Y
2
2035-01-10
Variable
4.03271800
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KRN1
1270000.00000000
PA
USD
1279929.24000000
1.233428361714
Long
ABS-CBDO
CORP
US
Y
2
2042-02-25
Variable
8.81655000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE17 Mortgage Trust
12631DBE2
1000000.00000000
PA
USD
902512.90000000
0.869723866667
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
4.37700000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE23 Mortgage Trust
12593ABF1
2000000.00000000
PA
USD
1551736.20000000
1.495360352092
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Variable
4.44334200
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP7
465968AM7
1849000.00000000
PA
USD
1250076.91000000
1.204660591329
Long
ABS-MBS
CORP
US
Y
2
2050-09-15
Variable
4.52727900
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382JA89
7403416.50000000
PA
USD
862386.97000000
0.831055744590
Long
ABS-CBDO
USGSE
US
N
2
2050-09-20
Variable
1.18371000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAN8
1100000.00000000
PA
USD
764272.19000000
0.736505554960
Long
ABS-MBS
CORP
US
Y
2
2031-07-15
Variable
7.04300000
N
N
N
N
N
N
BONANZA RE LTD
5493003F0CXUQ2C83105
Bonanza RE Ltd
09785EAJ0
250000.00000000
PA
USD
210300.00000000
0.202659628643
Long
DBT
CORP
BM
Y
2
2025-03-16
Variable
11.03065000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage 2021-FL4 Ltd
00489TAJ5
1500000.00000000
PA
USD
1431111.98000000
1.379118508865
Long
ABS-O
CORP
KY
Y
2
2037-12-18
Variable
7.80507000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2022-II Ltd
12567QAA0
375000.00000000
PA
USD
348593.63000000
0.335928937724
Long
ABS-O
CORP
KY
Y
2
2035-04-19
Variable
12.02785000
N
N
N
N
N
N
Bojangles Issuer, LLC
N/A
Bojangles Issuer LLC
09748RAA6
296250.00000000
PA
USD
267254.53000000
0.257544953890
Long
ABS-O
CORP
US
Y
2
2050-10-20
Fixed
3.83200000
N
N
N
N
N
N
MetroNet Infrastructure Issuer
5493000BIROCAEATAQ61
MetroNet Infrastructure Issuer LLC
59170DAB7
125000.00000000
PA
USD
121361.39000000
0.116952231236
Long
ABS-O
CORP
US
Y
2
2053-04-20
Fixed
8.01000000
N
N
N
N
N
N
Mercury Financial Credit Card
N/A
Mercury Financial Credit Card Master Trust
58940BAN6
500000.00000000
PA
USD
492181.40000000
0.474300046359
Long
ABS-O
CORP
US
Y
2
2027-06-21
Fixed
10.68000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP6
48128KAZ4
1930000.00000000
PA
USD
1523255.40000000
1.467914282898
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
3.85468600
N
N
N
N
N
N
MetroNet Infrastructure Issuer
5493000BIROCAEATAQ61
MetroNet Infrastructure Issuer LLC
59170DAC5
125000.00000000
PA
USD
120796.65000000
0.116408008703
Long
ABS-O
CORP
US
Y
2
2053-04-20
Fixed
10.85000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833TAB1
7667893.39000000
PA
USD
765792.51000000
0.737970640488
Long
ABS-MBS
MUN
US
N
2
2041-07-25
Variable
1.30198900
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Connecticut Avenue Securities Trust 2022-R04
20753YCK6
200000.00000000
PA
USD
202205.04000000
0.194858765174
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
8.16655000
N
N
N
N
N
N
SUMIT 2022-BVUE Mortgage Trust
N/A
SUMIT 2022-BVUE Mortgage Trust
865592AC3
127100000.00000000
PA
USD
704566.14000000
0.678968674690
Long
ABS-MBS
CORP
US
Y
2
2041-02-12
Variable
0.17874100
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
N/A
-13123000.00000000
PA
USD
-13123000.00000000
-12.6462306547
Short
RA
CORP
US
N
N/A
Reverse repurchase
N
6.44000000
2023-07-14
19045000.00000000
USD
18121320.02000000
USD
ACMO
4488000.00000000
USD
2436947.84000000
USD
ABS
N
N
N
2023-06-30
Nuveen Mortgage and Income Fund
E. Scott Wickerham
E. Scott Wickerham
Vice President and Funds Controller